Table of Contents

Preface xi

Symbols xiii

1 Prologue 1

2 Introduction 37

3 Infinite-Dimensional Integration 83

4 Theory of the Integral 111

5 Random Variability 183

6 Gaussian Integrals 257

7 Brownian Motion 305

8 Stochastic Integration 383

9 Numerical Calculation 447

A Epilogue 491

Bibliography 505

Index 521

About the Author

PATRICK MULDOWNEY, PhD, served as lecturer in the Magee Business School at the University of Ulster for over twenty years. Dr. Muldowney has published extensively in his areas of research, including integration theory, financial mathematics, and random variation.